Interest Rates Products

 
 
Daily Price Limit Changes
Treasury Bond Roll
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.620 0 99.625 99.630 99.615 49370
Eurodollar GEU5 Sep 2015 99.440 +0.005 99.440 99.440 99.425 66551
Eurodollar GEZ5 Dec 2015 99.215 +0.005 99.215 99.220 99.200 81269
Eurodollar GEH6 Mar 2016 98.985 +0.01 98.985 98.990 98.965 66485
Eurodollar GEM6 Jun 2016 98.755 +0.015 98.755 98.765 98.735 58862
Eurodollar GEU6 Sep 2016 98.530 +0.015 98.530 98.545 98.510 48955
Eurodollar GEZ6 Dec 2016 98.325 +0.015 98.325 98.340 98.305 68279
Eurodollar GEH7 Mar 2017 98.160 +0.015 98.160 98.180 98.135 32219
10-Year U.S. Treasury Note ZNH5 Mar 2015 127'210 +0'030 127'205 127'245 127'125 24938
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 102'140 b +0'025 102'110 102'155 102'100 690
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 106'295 b +0'030 106'240 107'005 106'195 41
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.0775 a +0.01 - 99.0800 99.0675 -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.7050 a +0.015 - 98.7100 98.6900 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.2050 a +0.015 - 98.2125 98.1800 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.620 0 99.625 99.630 99.615 49370
Eurodollar GEU5 Sep 2015 99.440 +0.005 99.440 99.440 99.425 66551
Eurodollar GEZ5 Dec 2015 99.215 +0.005 99.215 99.220 99.200 81269
Eurodollar GEH6 Mar 2016 98.985 +0.01 98.985 98.990 98.965 66485
Eurodollar GEM6 Jun 2016 98.755 +0.015 98.755 98.765 98.735 58862
Eurodollar GEU6 Sep 2016 98.530 +0.015 98.530 98.545 98.510 48955
Eurodollar GEZ6 Dec 2016 98.325 +0.015 98.325 98.340 98.305 68279
Eurodollar GEH7 Mar 2017 98.160 +0.015 98.160 98.180 98.135 32219
30-Day Federal Funds ZQG5 Feb 2015 99.8875 0 99.8850 99.8875 99.8850 9705
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.0775 a +0.01 - 99.0800 99.0675 -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.7050 a +0.015 - 98.7100 98.6900 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.2050 a +0.015 - 98.2125 98.1800 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 165'27 a +0'05 165'26 166'04 164'31 718
U.S. Treasury Bond ZBH5 Mar 2015 145'14 a +0'03 145'17 145'18 144'28 1866
10-Year U.S. Treasury Note ZNH5 Mar 2015 127'210 +0'030 127'205 127'245 127'125 24938
5-Year U.S. Treasury Note ZFH5 Mar 2015 119'215 a +0'025 119'212 119'240 119'175 4380
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'205 a +0'007 109'200 109'207 109'195 2388
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'200 b +0'005 - 100'200 - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 102'140 b +0'025 102'110 102'155 102'100 690
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 106'295 b +0'030 106'240 107'005 106'195 41
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 119'10 a +0'06 119'05 119'17 118'18 20
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.